POLYMARKET · PREDICTION MARKET · SPORTS

Dota 2: OG vs InterActive Philippines - Game 1 Winner

YES · live

100.0¢

NO · live

0.1¢

▸ Advanced metrics · M2M bundle

polymarket · dota2-og-iac-2026-06-20-game1 · fresh · feed 16s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

5017.06%

max drawdown

76.87%

sharpe

—

ulcer index

39.86%

RMS drawdown

pain index

25.99%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

76.87%

cond. drawdown

gain/pain

1.53

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

1.53

upside/downside

roll spread

40.5 bps

implied (price-only)

bars used

317

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-dota2-og-iac-2026-06-20-game1/bundle · venue execution: polymarket →

LIVEPOLL0SRCWARMING16.3s⏱--:--:-- UTCNEXT8.0sUP0s--:--HIST0/30

▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·▶ STREAMING·HYPERLIQUID·POLYMARKET·0 POLLS·SRC WARMING·UPTIME 0s·NEXT POLL 8.0s·CC0 OPEN DATA·HYPO.MARKETS·

YES · live

100.0¢

NO · live

0.1¢

YES price · live 24h

25 ticks · last 99.95¢

YES / NO split · live

Σ 100.00% · fair

Σ-sides total = 100.00% (tight rounding)

H(p) entropy = 0.006 / 1.00 bits (1%) · informative — one side favoured

YES

100.0%100.0¢1.00×▬ +0.00pp

0.1%0.1¢2000.00×▬ +0.00pp

Σ 100.00% · arb gap 0.00pp

Per-tick activity · |Δp| in basis points · live

Σ 14845bp moved · peak 8045bp · n=24 ticks

Live numerics · pulse on poll

LIVE NUMERICS8 metrics·POLL 0

⏱snapshot age

16.3s

▲YES mid

99.95¢ (99.95%)

▼NO mid

0.05¢ (0.05%)

ΣΣ sides

100.00%

⚖arb gap

0.000pp

$24h vol $

$123.7k

≋liquidity $

$201.9k

◳history points

25 ticks (live)

§1 · 24h price history (YES + NO tokens)

YES price · CLOB mid

25 YES observations from clob.polymarket.com · last 99.95¢

NO price · CLOB mid

25 NO observations from clob.polymarket.com · last 0.05¢

§2 · Distribution of Δp

Histogram of hourly increments

n=24

Q-Q plot · standardised Δp vs N(0,1)

reference line = identity (perfect normality). Heavy upper-right tail = fat positive tail.

§3 · Sample moments

Descriptive statistics · 5-number summary · shape diagnostics

SAMPLE MOMENTS · N=25LEPTOKURTIC · FAT TAILS (G₂=15.68)

μ MEAN85.38¢95% CI: [79.81¢, 90.94¢]

σ STD DEV14.19ppσ² = 201.301 · CV = 16.62%

med MEDIAN87.50¢Q₁ 86.50¢ · Q₃ 87.50¢

FIVE-NUMBER SUMMARY · BOX PLOTrange 80.45pp · IQR 1.00pp (1.349σ→19.14pp)

SKEWNESS · G₁-3.915left-skewed

−3−10+1+3

EXCESS KURTOSIS · G₂15.679leptokurtic · fat tails

−30+2+4+6

μ ↔ medianμ < med · left-tailed|μ−med| / σ = 0.15

σ × 1.349 ↔ IQRdiverges from normalratio = 19.14

range ↔ σwide tails (range > 4σ)range / σ = 5.67

μ = mean YES probability · σ = standard deviation · 95% CI = μ ± 1.96·SE. Skew/kurt diagnose departure from normality.

§5 · Time-series structure

Regime & autocorrelation diagnostics

TIME-SERIES STRUCTUREREGIME: MEAN-REVERTING · ρ(1) -0.49 + ADF rejected

ρ(1) AUTOCORR-0.493negative · reversal

ρ(2) AUTOCORR+0.003lag-2 not significant

H · HURST EXPONENT0.918strongly persistent

OLS TREND · t-STAT-0.853fails 5% test

HURST EXPONENT [0, 1]strongly persistent · H = 0.918

H = 0.918STRONGLY PERSISTENT

0
anti-persistent0.45
mean-reverting0.5
random walk0.55
persistent1
strongly trending

AUTOCORRELATION FUNCTION · ρ(k) for k=1..51 SIGNIFICANT LAG · k=1

OLS TREND · t-STAT · [-5, +5]NOT SIGNIFICANT (|t|=0.85)

−5 reject−1.960 retain H₀+1.96+5 reject

REGIME CLASSIFICATIONMEAN-REVERTING · ρ(1) -0.49 + ADF rejectedfrom Hurst + ρ(1) joint diagnosis

PREDICTABILITY · score 1.00very high · strong structure|ρ(1)| + 2·|H − 0.5| heuristic

TREND SIGNIFICANCENOT SIGNIFICANT (|t|=0.85)α=0.05 critical |t|=1.96 · α=0.01 |t|=2.58

ρ(k) = lag-k sample autocorrelation · H = R/S Hurst exponent · t = OLS-trend t-statistic. Significance bands at ±2/√n approximate the 95% white-noise envelope. α=0.05 critical |t|=1.96; α=0.01 |t|=2.58.

§6 · Microstructure

Market quality · two-sided pricing · activity

MICROSTRUCTURE · MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%

MARKET ID2605388

SLUGdota2-og-iac-2026-06-20-game1

CATEGORYSports

TWO-SIDED PRICINGFAVOURS YES (100¢)

PRIMARY · YES99.95¢implied prob 99.95% · decimal odds 1.00×

COUNTER · NO0.05¢implied prob 0.05% · decimal odds 2000.00×

99.95¢

0.05¢

Σ-SIDES ARBITRAGE TESTPERFECT · ARB-FREE Σ=100.00%

0%50%100% · target110%

Σ = 100.00% · |1 − Σ| = 0.000pp

24H ACTIVITY · LIQUIDITYDEEP

24H VOLUME123.69k USD 24h

LIQUIDITY201.86k USD

MARKET QUALITYPERFECT · ARB-FREE Σ=100.00%|1−Σ| ≤ 0.5pp ⇒ fair · > 2pp ⇒ inefficient

PRICING SKEWFAVOURS YES (100¢)|primary − counter| = 0.999 · entropy 0.006 bits

LIQUIDITY DEPTHDEEP100k+ deep · 10k+ active · 1k+ modest · 100+ thin

Σ-sides = YES + NO implied probabilities. Perfect arb-free Σ = 100%. |1−Σ| > 2pp suggests synthetic outright arbitrage.

§7 · Position sizing & edge analysis

Probability split · YES vs NO · Kelly · entropy · arbitrage

FAIR MARKET · no edge

Probability scale (YES)

0%25%50%
fair75%100%

Implied decimal odds

YES1.00×(100¢)NO2000.00×(0¢)

Kelly bet-size (% of bankroll) K* = 0.00%

K* full

0.00%

½K half

0.00%

¼K quarter

0.00%

Entropy H(p̂) = 0.006 bits (1% of max) · informative — one side strongly favoured

0 (certain)0.250.50.751.00 (max)

Σ-sides = 100.00% · |1 − Σ| = 0.00pp · tight cross-venue rounding

K* full = (b·p − q)/b · ½K and ¼K are conservative fractions of the full-Kelly bet. Entropy in bits — log₂(2)=1 is maximum uncertainty for a binary market.

§8 · Time decay & θ projection

Time decay & theta projection

⏱ URGENCY · VERY HIGHresolves 2026-06-20 16:05 UTC

0days

03hrs

56min

YES →$1.00(P = 100.0%)

NO →$0.00(P = 0.0%)

current: $0.9995 · expected return per side: $0.00 on YES hit · $1.00 on NO hit

Theta progression · θ ∝ σ / √t_remainingθ_now = 69.507 pp/day

now3.94h left

69.507 pp/day×1.00

−25%2.95h left

80.260 pp/day×1.15

−50%1.97h left

98.298 pp/day×1.41

−75%0.98h left

139.014 pp/day×2.00

−90%0.39h left

219.800 pp/day×3.16

θ approximation: σ/√T (expected daily move magnitude). The cone shows ±√(p̂(1−p̂)) widening as time decays, funneling to {0, 1} at resolution. Theta accelerates as √(t_left)→0.

§9 · Hourly return heatmap

24-hour signed Δp grid · green = up · red = down

1 up bars · 2 down · best 80.45% · worst -67.00% · typical |Δ| 6.185%

§10 · Equity curve & underwater drawdown

Cumulative compounded return + running peak-to-trough

final equity 0.5895 (-41.05%) · max DD -67.33% · time-under-water 13/25 bars

§11 · Rolling-window statistics (w = 6 bars)

Rolling annualised Sharpe ratio · green positive · red negative

latest 4.487 · range [-38.21, 4.49] · μ -13.605 · positive Sharpe = excess-return-per-risk earned by buying-and-holding through this window

Rolling annualised volatility (%)

latest 4376.21% · range [0.00%, 4376.21%] · μ 607.46% · σ̂ scaled to annualised (×√8760)

Rolling lag-1 autocorrelation ρ(1)

latest -0.496 · |ρ| > 0.3 ⇒ regime with persistence (ρ > 0) or reversal (ρ < 0) · |ρ| ≤ 0.1 = consistent with random walk

§12 · Hypothesis tests (α = 0.05)

Formal inference at 5% significance

3 of 5 REJECT · mixed evidence3 reject·2 pass·1 n/a·α = 0.05

𝒩

Jarque-Bera

REJECT H₀***

H₀: Δp ~ Normal(μ, σ²)

STATISTIC

144.9205

p-VALUE (log scale)

< 0.0001

10⁻⁴10⁻³10⁻²10⁻¹1

Ljung-Box(h=5)

FAIL TO REJECTns

H₀: No serial autocorrelation up to lag 5

STATISTIC

6.5838

p-VALUE (log scale)

0.2525

10⁻⁴10⁻³10⁻²10⁻¹1

Dickey-Fuller (τ_μ)

REJECT H₀***

H₀: p has a unit root (non-stationary)

STATISTIC

-5.4099

p-VALUE (log scale)

< 0.0001

10⁻⁴10⁻³10⁻²10⁻¹1

Wald-Wolfowitz runs

N/An/a

H₀: Sign sequence of Δ is random

STATISTIC

—

p-VALUE (log scale)

—

KPSS (μ stationarity)

FAIL TO REJECTns

H₀: p IS level-stationary

STATISTIC

0.1776

p-VALUE (log scale)

0.3958

10⁻⁴10⁻³10⁻²10⁻¹1

Variance ratio q=3

REJECT H₀**

H₀: Δp is a random walk · VR = 1

STATISTIC

-2.7640

p-VALUE (log scale)

0.0057

10⁻⁴10⁻³10⁻²10⁻¹1

Each row states an explicit null H₀, the test statistic, an approximated p-value, and the decision. REJECT means evidence against H₀. KPSS complements ADF (rejecting both ⇒ ambiguous; rejecting one ⇒ clean verdict).

§13 · Spectral analysis (DFT periodogram)

Power spectrum of Δp · ‖X̂(k)‖²/n

dominant period ≈ 2.00h (freq 0.500) · concentrates 15.5% of total energy · Σ|X̂|²/n = 5.937e-1

▸ Depth section using sovereign-store price series (317 bars · effective 1752908 bars/year) — annualisation reflects native polling cadence, not upstream timeframes.

§14 · Honest position analytics

A binary-market analytics module framed in horizon time (days to resolution, not annualised). Estimators that need a model probability q as a first-class input (Kelly, KL divergence, Bayesian posterior, Mark-to-Market MC) only render when q is provided externally. Sweep an exploratory q at the interactive simulator →

§15 · Horizon returns

Returns · per bar / per day / per horizon

Horizon 0.3 d · σ/bar 3.791pp · expected |Δp| over horizon 9.29ppterminal variance p(1−p) = 0.0005 · n = 317✓ n = 317

μ per bar

+0.123pp

average Δp · drift

σ per bar

3.791pp

one-bar volatility · logit-free

Per-day movedaily

18.57pp

σ × √24

Per-horizon move0d

9.29pp

σ × √6

Terminal variancebinary

0.0005

p(1−p) at resolution

Current pricep

100.0¢

latest snapshot

Note: annualised Sharpe/Sortino are omitted — they are not meaningful for a bounded fixed-horizon binary contract that snaps to {0, 1} at resolution.

Annualised metrics are intentionally omitted — they don't apply to bounded probability series that resolve at a fixed date.

§16 · Tail risk

VaR · ES · max drawdown

VaR₉₅ 6.11pp · ES₉₅ 7.69pp · method parametric · drift-correcteddrift +0.123pp/bar · quantised: yes · median step 5.50pp · unique ratio 0.05✓ n = 317

VaR 95%

6.11pp

1.645·σ (parametric) of Δp

ES 95%

7.69pp

mean of the tail

Max drawdown

76.9pp

peak 67.0¢ → trough 15.5¢

Median step

5.50pp

price bucket granularity

Price series is bucketed (cent grid). Empirical quantiles collapse to grid points — parametric N(0, σ²) used instead.

Empirical quantiles unless the price series is bucketed (PM cent grid), in which case parametric N(0, σ²) is used to avoid grid collapse.

§17 · Odds conversion

Odds conversion · every dialect a bettor thinks in

Implied probabilityP

100.0%

= price

Decimal oddsEU

1.001

total return per $1

AmericanUS

-199900

risk $199900 to win $100

FractionalUK

0.00 / 1

profit per $1 risked

Profit per $100stake

+$0.05

clean dollar framing

underdog (+)favorite (-)your price

Price → implied probability → decimal odds → American moneyline → fractional. Five views of the same number, plus the moneyline curve.

§18 · Binary entropy

Binary entropy · uncertainty as bits of information

Market entropyH(p)

0.006 bit

max 1.0 at p = 0.5

Your entropyH(q)

0.006 bit

Δ +0.000 bit vs market

Surprise · YES−log₂ p

0.00 bit

self-information

Surprise · NO−log₂(1−p)

10.97 bit

self-information

Market entropy only — model entropy requires an external q.

§19 · Model-dependent surfaces

§ Edge / Kelly / KL · no model probability provided

External model required

The position-economics, Kelly, KL-divergence, Bayesian and Monte-Carlo surfaces require a model probability q as input — a number independent of the market price p.

The previous build defaulted q to a tape-momentum heuristic derived from p; that produces apparent edge that is structurally guaranteed to be small and is not a useful skill signal. The auto-derived path has been removed.

To explore these surfaces with a hypothetical q, open the interactive simulator and drag the MODEL P(YES) slider. To wire a real model, POST to the NOSTRADAMUS hook (TBD) or pass ?q=… on the simulator URL.

§∞ · Provenance & attestation

Upstream (snapshot): gamma-api.polymarket.com
Upstream (history): clob.polymarket.com
YES token ID: 59362765982000232068872184154306372288385925758366830090953892779660716388809
NO token ID: 81133654311592659261754768960754927449495060452790641418980326780657388299717
Snapshot fetched: 2026-06-20 12:08:32 UTC
Snapshot age: 16.3s
History points: 25 CLOB mids
Page rendered: 2026-06-20 12:08:49 UTC
Storage policy: no persistence — fetched on every request
SHA-256 attestation: 7488a65f89e2b2b5c26beecd54bcb0240b403c4f3e682163a94cf716e50b5845 · deterministic hash of source snapshot
Open data licence: CC0 / public domain

§∞-2 · Related markets · explore more

HL PREDSpain88.5¢HL PREDEcuador86.5¢HL PREDBelgium67.7¢POLYMARKETWill USA win the 2026 FIFA World Cup?3¢POLYMARKET Iran agrees to end enrichment of uranium by June 30?5¢POLYMARKETWill Egypt win the 2026 FIFA World Cup?0¢HL PERPBTC-USD perpetual$63,748 HL PERPHYPE-USD perpetual$71.35 HL PERPETH-USD perpetual$1,729.3

Also see: /arb opportunities · RSS feed · more in Sports

Market depth

▸ live order book · Polymarket YES

Depth within 1bp

bid $0 · ask $0

Depth within 5bp

bid $0 · ask $0

Depth within 10bp

bid $0 · ask $0

Depth within 50bp

bid $0 · ask $0

Mid price

—

(best bid + best ask) / 2

Spread

—

(bestAsk − bestBid) / mid

Imbalance (whole book)

+1.000

bid-heavy

Imbalance (top-5)

+1.000

bid-heavy top-of-book

Slippage scenarios

▸ live book walk · Polymarket YES

Simulating a market order at three notionals against the live book. Slippage = avg execution price vs. mid, in basis points. Worst fill = price of the deepest level touched. Live JSON: /api/asset/pm-dota2-og-iac-2026-06-20-game1/slippage?size=10000&side=buy

Side	Notional	Avg fill	Slippage	Worst fill	Levels	Status
BUY	$1.00K	—	—	—	—	ERR
BUY	$10.00K	—	—	—	—	ERR
BUY	$100.00K	—	—	—	—	ERR
SELL	$1.00K	—	—	—	—	ERR
SELL	$10.00K	—	—	—	—	ERR
SELL	$100.00K	—	—	—	—	ERR

Risk metrics

▸ sovereign store · 317 barsperiods/year ≈ 1.75M

Realized vol (annualised)

12867.90%

σ per bar = 0.097191

Mean return (annualised)

273917.48%

μ per bar = 0.001563

Sharpe (rf=0)

21.29

annualised; risk-free assumed zero

Max drawdown

76.87%

peak 0.67 → trough 0.15 over 99 bars

/api/asset/pm-dota2-og-iac-2026-06-20-game1/risk · same metrics, JSON